XLPack 6.1
Python API Reference Manual
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◆ dpocon()

def dpocon ( uplo  ,
,
,
anorm   
)

Condition number of a symmetric positive definite matrix

Purpose
dpocon estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = U^T*U or A = L*L^T computed by dpotrf.

An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as
rcond = 1 / (anorm * norm(inv(A))).
Returns
(rcond, info)

rcond (float):
The reciprocal of the condition number of the matrix A, computed as rcond = 1/(anorm * ainvnm), where ainvnm is an estimate of the 1-norm of inv(A) computed in this routine.

info (int):
= 0: Successful exit
= -1: The argument uplo had an illegal value (uplo != 'U' nor 'L')
= -2: The argument n had an illegal value (n < 0)
= -3: The argument a is invalid.
= -4: The argument anorm had an illegal value (anorm < 0)
Parameters
[in]uploSpecifies whether the factor U or L is stored.
= 'U': Upper triangular factor U from the Cholesky factorization A = U^T*U.
= 'L': Lower triangular factor L from the Cholesky factorization A = L*L^T.
[in]nOrder of the matrix A. (n >= 0) (If n = 0, returns rcond = 1)
[in]aNumpy ndarray (2-dimensional, float, n x n)
The triangular factor U or L from the Cholesky factorization A = U^T*U or A = L*L^T, as computed by dpotrf.
[in]anormThe 1-norm (or infinity-norm) of the symmetric matrix A. (anorm >= 0)
Reference
LAPACK
Example Program
See example of dposv.